This paper describes a new algorithm for the stochastic shortest path problem where path costs are a weighted sum of expected cost and cost standard deviation. We allow correlation between link costs, subject to a regularity condition excluding unbounded solutions. The chief complication in this...

This paper considers a three level location-inventory problem where demand across the retailers is assumed to be correlated. We first present a reformulation scheme by which the initial formulation is transformed into a mixed integer conic quadratic program. In addition, we propose a solution...

This paper develops mathematical models to coordinate facility location and inventory control for a four-echelon supply chain network consisting of multiple suppliers, warehouses, hubs and retailers. The hubs help in reducing transportation costs by consolidating products from multiple...

This paper presents a robust formulation for the uncapacitated single and multiple allocation hub location problem where demand is uncertain and its distribution is not fully specified. The proposed robust model is formulated as a mixed integer nonlinear program and then transformed into a mixed...

This paper is concerned with roadway pricing amidst the uncertainty which characterizes long-term transportation planning. Uncertainty is considered both on the supply-side (e.g., the effect of incidents on habitual route choice behavior) and on the demand-side (e.g., due to prediction errors in...